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The formerly brunette Secret Life of Walter Mitty actress, 39, showed off a honeyed hue at ELLE's Women in Hollywood event in Beverly Hills October 15. "I love it!" Wiig told Us Weekly on the red carpet. "It's only a couple of weeks old, so I'm getting used to it, but I like it!"

Wiig was one of nine women being honored by the fashion magazine at the star-studded event. "It means a lot," the Bridesmaids star said. "The other women that I'm here with tonight are inspiring to me. When I heard I was asked to be here and saw the other women on the list, I was totally shocked and thought it must be a mistake!" (Other honorees included SarahJessicaParker, Emma Watson, Uma Thurman and Elle Fanning.)

"It's still hard to pick people that inspire me because I'm inspired by so many women every day," Wigg continued. "People that I have watched, people that mentored me, people that I have performed with — it's kind of hard to narrow it down."

Dating drummer Fabrizio Moretti since December 2011, Wiig (in Calvin Klein) admitted she misses being on Saturday Night Live; she left the NBC sketch comedy series in May after seven years. "It's hard!" the comic said. "It was a hard band-aid to rip off, but I'm watching and they are doing great!"

Given the chance, Wiig would welcome the opportunity to return as a guest host. "I would love to, yeah!" Wiig told Us. "I would love to."